bbemkr: Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error

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Bayesian bandwidth estimation for Nadaraya-Watson type multivariate kernel regression with Gaussian error density

Author
Han Lin Shang and Xibin Zhang
Date of publication
2014-04-05 08:11:58
Maintainer
Han Lin Shang <hanlin.shang@anu.edu.au>
License
GPL (>= 2)
Version
2.0
URLs

View on CRAN

Man pages

bbemkr-package
Bayesian bandwidth estimation for multivariate kernel...
cost
Negative of log posterior associated with the bandwidths
cost2_gaussian
Negative of log posterior associated with the error variance
cost_admkr
Negative of log posterior associated with the bandwidths
cov_chol
Calculate log marginal likeliood from MCMC output
cov_chol_admkr
Calculate log marginal likelihood from MCMC output
data_x
Simulated three-dimensional regressors
data_ynorm
Simulated response variable
data_yt
Simulated response variable
gibbs_admkr_erro
Estimating bandwidth of the kernel-form error density
gibbs_admkr_nw
Estimating bandwidths of the regressors
ker
Type of kernel function
kern
Calculate the R square value and mean square error as...
LaplaceMetropolis_admkr
Laplace-Metropolis estimator of log marginal likelihood
LaplaceMetropolis_gaussian
Laplace-Metropolis estimator of log marginal likelihood
logdensity_admkr
Calculate an estimate of log posterior ordinate used in the...
logdensity_gaussian
Calculate an estimate of log posterior ordinate used in the...
loglikelihood_admkr
Calculate the log likelihood used in the Chib's (1995) log...
loglikelihood_gaussian
Calculate the log likelihood used in the Chib's (1995) log...
logpriorh2
Prior of square bandwidths
logpriors_admkr
Calculate the log prior used in the log marginal density of...
logpriors_gaussian
Calculate the log prior used in the log marginal density of...
mcmcrecord_admkr
MCMC iterations
mcmcrecord_gaussian
MCMC iterations
NadarayaWatsonkernel
Nadaraya-Watson kernel estimator
np_gibbs
Estimating bandwidths of the regressors
nrr
Normal reference rule for estimating bandwidths
warmup_admkr
Burn-in period
warmup_gaussian
Burn-in period
xm
Values of true regression function

Files in this package

bbemkr
bbemkr/inst
bbemkr/inst/doc
bbemkr/inst/doc/bbemkr.pdf
bbemkr/inst/doc/bbemkr.Rnw
bbemkr/NAMESPACE
bbemkr/data
bbemkr/data/data_ynorm.rda
bbemkr/data/data_x.rda
bbemkr/data/xm.rda
bbemkr/data/data_yt.rda
bbemkr/R
bbemkr/R/cost_admkr.R
bbemkr/R/ker.R
bbemkr/R/residu.R
bbemkr/R/mcmcrecord_admkr.R
bbemkr/R/margin_prior_gaussian.R
bbemkr/R/np_gibbs.R
bbemkr/R/warmup_gaussian.R
bbemkr/R/NadarayaWatsonkernel.R
bbemkr/R/gibbs_admkr_erro.R
bbemkr/R/margin_prior_admkr.R
bbemkr/R/logdensity_admkr.R
bbemkr/R/cov_chol_admkr.R
bbemkr/R/loglikelihood_gaussian.R
bbemkr/R/margin_like_admkr.R
bbemkr/R/cost_gaussian.R
bbemkr/R/loglikelihood_admkr.R
bbemkr/R/margin_like_gaussian.R
bbemkr/R/mcmcrecord_gaussian.R
bbemkr/R/LaplaceMetropolis_admkr.R
bbemkr/R/gibbs_admkr_nw.R
bbemkr/R/logpriors_gaussian.R
bbemkr/R/kern.R
bbemkr/R/logpriors_admkr.R
bbemkr/R/logdensity_gaussian.R
bbemkr/R/cov_chol.R
bbemkr/R/cost2_gaussian.R
bbemkr/R/nrr.R
bbemkr/R/warmup_admkr.R
bbemkr/R/logpriorh2.R
bbemkr/R/LaplaceMetropolis_gaussian.R
bbemkr/vignettes
bbemkr/vignettes/bbemkr.Rnw
bbemkr/vignettes/bbemkr.bib
bbemkr/MD5
bbemkr/build
bbemkr/build/vignette.rds
bbemkr/DESCRIPTION
bbemkr/ChangeLog
bbemkr/man
bbemkr/man/ker.Rd
bbemkr/man/xm.Rd
bbemkr/man/bbemkr-package.Rd
bbemkr/man/cost.Rd
bbemkr/man/data_ynorm.Rd
bbemkr/man/cov_chol.Rd
bbemkr/man/cost_admkr.Rd
bbemkr/man/nrr.Rd
bbemkr/man/logpriors_admkr.Rd
bbemkr/man/loglikelihood_gaussian.Rd
bbemkr/man/warmup_gaussian.Rd
bbemkr/man/loglikelihood_admkr.Rd
bbemkr/man/data_x.Rd
bbemkr/man/gibbs_admkr_erro.Rd
bbemkr/man/logpriors_gaussian.Rd
bbemkr/man/np_gibbs.Rd
bbemkr/man/logdensity_admkr.Rd
bbemkr/man/cov_chol_admkr.Rd
bbemkr/man/LaplaceMetropolis_gaussian.Rd
bbemkr/man/warmup_admkr.Rd
bbemkr/man/NadarayaWatsonkernel.Rd
bbemkr/man/LaplaceMetropolis_admkr.Rd
bbemkr/man/gibbs_admkr_nw.Rd
bbemkr/man/cost2_gaussian.Rd
bbemkr/man/mcmcrecord_gaussian.Rd
bbemkr/man/kern.Rd
bbemkr/man/mcmcrecord_admkr.Rd
bbemkr/man/logpriorh2.Rd
bbemkr/man/data_yt.Rd
bbemkr/man/logdensity_gaussian.Rd